Fetching the paper…
Reading the bibliography…
We provide a new computationally-efficient class of estimators for risk minimization.
Low moments for small samples: a comparative study of order statistics
Cecil Hastings Jr, Frederick Mosteller, John W Tukey, and Charles P Winsor · 1947
Earlier work this paper cites.
Non-normality and tests on variances
G. E. P. Box · 1953
Earlier work this paper cites.
Robust estimation of a location parameter
Peter J Huber · 1964
Earlier work this paper cites.
A robust version of the probability ratio test
Peter J Huber · 1965
Earlier work this paper cites.
Mathematics and the picturing of data
John W Tukey · 1975
Earlier work this paper cites.
Robust Statistics
P. J. Huber · 1981
Earlier work this paper cites.
Random sample consensus: A paradigm for model fitting with applications to image analysis and automated cartography
Martin A. Fischler and Robert C. Bolles · 1981
Earlier work this paper cites.
Problem Complexity and Method Efficiency in Optimization
A.S. Nemirovski and D.B. Yudin · 1983
Earlier work this paper cites.
Nonparametric density estimation: the L1 view
L. Devroye and L. Györfi · 1985
Earlier work this paper cites.
Rates of convergence of minimum distance estimators and kolmogorov’s entropy
Yannis G. Yatracos · 1985
Earlier work this paper cites.
Random generation of combinatorial structures from a uniform distribution
Mark R. Jerrum, Leslie G. Valiant, and Vijay V. Vazirani · 1986
Earlier work this paper cites.
The" automatic" robustness of minimum distance functionals
David L Donoho and Richard C Liu · 1988
Earlier work this paper cites.
The space complexity of approximating the frequency moments
Noga Alon, Yossi Matias, and Mario Szegedy · 1996
Earlier work this paper cites.
Regression shrinkage and selection via the lasso
Robert Tibshirani · 1996
Earlier work this paper cites.
Empirical Processes in M-Estimation
S. van de Geer · 2000
Earlier work this paper cites.
On depth and deep points: a calculus
Ivan Mizera · 2002
Earlier work this paper cites.
Acquiring linear subspaces for face recognition under variable lighting
Kuang-Chih Lee, Jeffrey Ho, and David J Kriegman · 2005
Cited alongside, same era.
Applications of strong convexity–strong smoothness duality to learning with matrices
S Kakade, Shai Shalev-Shwartz, and Ambuj Tewari · 2009
Cited alongside, same era.
Robust statistics: the approach based on influence functions , volume 114
Frank R Hampel, Elvezio M Ronchetti, Peter J Rousseeuw, and Werner A Stahel · 2011
Cited alongside, same era.
Robust principal component analysis
Emmanuel J Candès, Xiaodong Li, Yi Ma, and John Wright · 2011
Cited alongside, same era.
High-dimensional regression with noisy and missing data: Provable guarantees with non-convexity
Po-Ling Loh and Martin J Wainwright · 2011
Cited alongside, same era.
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery, 2016
Jianqing Fan, Weichen Wang, and Ziwei Zhu · 2016
Later among the works it cites.
Agnostic estimation of mean and covariance
Kevin A Lai, Anup B Rao, and Santosh Vempala · 2016
Later among the works it cites.
A general decision theory for huber’s epsilon-contamination model
Mengjie Chen, Chao Gao, Zhao Ren, et al · 2016
Later among the works it cites.
Robust estimators in high dimensions without the computational intractability
Ilias Diakonikolas, Gautam Kamath, Daniel M Kane, Jerry Li, Ankur Moitra, and Alistair Stewart · 2016
Later among the works it cites.
Fast algorithms for robust PCA via gradient descent
Xinyang Yi, Dohyung Park, Yudong Chen, and Constantine Caramanis · 2016
Later among the works it cites.
Loss minimization and parameter estimation with heavy tails
Daniel Hsu and Sivan Sabato · 2016
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Matthieu Lerasle and Roberto I Oliveira · 2011
Cited alongside, same era.
Challenging the empirical mean and empirical variance: a deviation study
Olivier Catoni et al · 2012
Cited alongside, same era.
Combinatorial methods in density estimation
Luc Devroye and Gábor Lugosi · 2012
Cited alongside, same era.
User-friendly tail bounds for sums of random matrices
Joel A Tropp · 2012
Cited alongside, same era.
Robust sparse regression under adversarial corruption
Yudong Chen, Constantine Caramanis, and Shie Mannor · 2013
Cited alongside, same era.
Robust covariance matrix estimation via matrix depth
Mengjie Chen, Chao Gao, and Zhao Ren · 2015
Cited alongside, same era.
Geometric median and robust estimation in banach spaces
Stanislav Minsker · 2015
Cited alongside, same era.
Later among the works it cites.
Risk minimization by median-of-means tournaments
Gabor Lugosi and Shahar Mendelson · 2016
Later among the works it cites.
Variance-based regularization with convex objectives
John Duchi and Hongseok Namkoong · 2016
Later among the works it cites.
Robust regression via mutivariate regression depth
Chao Gao · 2017
Later among the works it cites.
Wen-Xin Zhou, Koushiki Bose, Jianqing Fan, and Han Liu · 2017
Later among the works it cites.
Statistical guarantees for the em algorithm: From population to sample-based analysis
Sivaraman Balakrishnan, Martin J Wainwright, and Bin Yu · 2017
Later among the works it cites.
Computationally efficient robust estimation of sparse functionals
Simon S Du, Sivaraman Balakrishnan, and Aarti Singh · 2017
Later among the works it cites.
Robust sparse estimation tasks in high dimensions
Jerry Li · 2017
Later among the works it cites.
Learning from untrusted data
Moses Charikar, Jacob Steinhardt, and Gregory Valiant · 2017
Later among the works it cites.
Statistical consistency and asymptotic normality for high-dimensional robust
Po-Ling Loh · 2017
Later among the works it cites.
Sub-gaussian estimators of the mean of a random vector
Gábor Lugosi and Shahar Mendelson · 2017
Later among the works it cites.